+300.2%
NEM vs NXPI
+217.4%
+82.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -3.3% | +0.7% | -3.9% | -3.4% |
| 30D | +7.8% | -4.2% | +12.0% | +8.5% |
| 3M | +36.3% | -20.4% | +56.7% | +40.6% |
| 6M | +6.6% | +12.5% | -5.9% | +4.4% |
| YTD | +27.1% | +5.2% | +21.9% | +25.8% |
| 1Y | +62.3% | +5.1% | +57.2% | +60.3% |
| 3Y | +245.1% | +17.7% | +227.4% | +229.7% |
| 5Y | +154.0% | +16.8% | +137.2% | +138.1% |
| All | +300.2% | +217.4% | +82.8% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NXPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling